+211.5%
GDX vs MCO
+1,021.5%
-810.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.3% |
| 7D | +4.0% | -2.7% | +6.7% | +4.6% |
| 30D | +9.5% | +0.9% | +8.5% | +9.3% |
| 3M | +25.1% | +8.7% | +16.4% | +22.8% |
| 6M | -2.9% | +2.4% | -5.4% | -3.7% |
| YTD | +14.7% | -5.2% | +19.9% | +15.2% |
| 1Y | +47.4% | -4.4% | +51.8% | +47.4% |
| 3Y | +259.7% | +45.1% | +214.6% | +226.8% |
| 5Y | +227.7% | +31.5% | +196.2% | +200.1% |
| 10Y | +289.0% | +380.7% | -91.8% | +173.6% |
| All | +211.5% | +1,021.5% | -810.0% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling